+177.9%
XOM vs MOD
+1,504.3%
-1,326.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -2.4% | +6.3% | -8.7% | -3.1% |
| 30D | +5.7% | -1.7% | +7.3% | +5.7% |
| 3M | +6.6% | -30.1% | +36.7% | +10.4% |
| 6M | +7.7% | +2.7% | +5.0% | +4.5% |
| YTD | +36.2% | +44.1% | -7.9% | +25.0% |
| 1Y | +50.5% | +38.7% | +11.8% | +37.4% |
| 3Y | +53.4% | +309.8% | -256.4% | +8.5% |
| 5Y | +254.2% | +1,569.7% | -1,315.5% | +81.7% |
| 10Y | +177.9% | +1,520.5% | -1,342.6% | +27.7% |
| All | +177.9% | +1,504.3% | -1,326.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling